Stylized facts of daily return series and the hidden Markov model - Teräsvirta, Timo, 1941-; Asbrink, Stefan E.; Rydén, Tobias; Handelshögskolan i Stockholm. Ekonomiska forskningsinstitutet (Stockholm : Stockholm School of Economics, 1996)
Keywords: Markovovy procesy; nelineární časové řady; závislost; studie; Markov Processes; studies